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recursive partitioning

*The author of this computation has been verified*
R Software Module: /rwasp_regression_trees1.wasp (opens new window with default values)
Title produced by software: Recursive Partitioning (Regression Trees)
Date of computation: Fri, 24 Dec 2010 13:42:21 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf.htm/, Retrieved Fri, 24 Dec 2010 14:40:46 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
4 1 27 5 26 49 35 4 1 36 4 25 45 34 5 1 25 4 17 54 13 2 1 27 3 37 36 35 3 2 25 3 35 36 28 5 2 44 3 15 53 32 4 1 50 4 27 46 35 4 1 41 4 36 42 36 4 1 48 5 25 41 27 4 2 43 4 30 45 29 5 2 47 2 27 47 27 4 2 41 3 33 42 28 3 1 44 2 29 45 29 4 2 47 5 30 40 28 3 2 40 3 25 45 30 3 2 46 3 23 40 25 4 1 28 3 26 42 15 3 1 56 3 24 45 33 4 2 49 4 35 47 31 2 2 25 4 39 31 37 4 2 41 4 23 46 37 3 2 26 3 32 34 34 4 1 50 5 29 43 32 4 1 47 4 26 45 21 3 1 52 2 21 42 25 3 2 37 5 35 51 32 2 2 41 3 23 44 28 4 1 45 4 21 47 22 5 2 26 4 28 47 25 4 1 NA 3 30 41 26 2 1 52 4 21 44 34 5 1 46 2 29 51 34 4 1 58 3 28 46 36 3 1 54 5 19 47 36 4 1 29 3 26 46 26 2 2 50 3 33 38 26 3 1 43 2 34 50 34 3 2 30 3 33 48 33 3 2 47 2 40 36 31 5 1 45 3 24 51 33 NA 2 48 1 35 35 22 4 2 48 3 35 49 29 4 2 26 4 32 38 24 4 1 46 5 20 47 37 2 2 NA 3 35 36 32 4 2 50 3 35 47 23 3 1 25 4 21 46 29 4 1 47 2 33 43 35 1 2 47 2 40 53 20 2 1 41 3 22 55 28 2 2 45 2 35 39 26 4 2 41 4 20 55 36 3 2 45 5 28 41 26 4 2 40 3 46 33 3 etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Goodness of Fit
Correlation0.3171
R-squared0.1006
RMSE0.9882


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
143.460431654676260.539568345323741
243.460431654676260.539568345323741
353.460431654676261.53956834532374
422.72727272727273-0.727272727272727
532.727272727272730.272727272727273
653.460431654676261.53956834532374
743.460431654676260.539568345323741
843.460431654676260.539568345323741
943.460431654676260.539568345323741
1043.460431654676260.539568345323741
1153.460431654676261.53956834532374
1243.460431654676260.539568345323741
1333.46043165467626-0.460431654676259
1442.727272727272731.27272727272727
1533.46043165467626-0.460431654676259
1632.727272727272730.272727272727273
1743.460431654676260.539568345323741
1833.46043165467626-0.460431654676259
1943.460431654676260.539568345323741
2022.72727272727273-0.727272727272727
2143.460431654676260.539568345323741
2232.727272727272730.272727272727273
2343.460431654676260.539568345323741
2443.460431654676260.539568345323741
2533.46043165467626-0.460431654676259
2633.46043165467626-0.460431654676259
2723.46043165467626-1.46043165467626
2843.460431654676260.539568345323741
2953.460431654676261.53956834532374
3043.460431654676260.539568345323741
3123.46043165467626-1.46043165467626
3253.460431654676261.53956834532374
3343.460431654676260.539568345323741
3433.46043165467626-0.460431654676259
3543.460431654676260.539568345323741
3622.72727272727273-0.727272727272727
3733.46043165467626-0.460431654676259
3833.46043165467626-0.460431654676259
3932.727272727272730.272727272727273
4053.460431654676261.53956834532374
4143.460431654676260.539568345323741
4242.727272727272731.27272727272727
4343.460431654676260.539568345323741
4422.72727272727273-0.727272727272727
4543.460431654676260.539568345323741
4633.46043165467626-0.460431654676259
4743.460431654676260.539568345323741
4813.46043165467626-2.46043165467626
4923.46043165467626-1.46043165467626
5022.72727272727273-0.727272727272727
5143.460431654676260.539568345323741
5233.46043165467626-0.460431654676259
5342.727272727272731.27272727272727
5433.46043165467626-0.460431654676259
5533.46043165467626-0.460431654676259
5653.460431654676261.53956834532374
5733.46043165467626-0.460431654676259
5822.72727272727273-0.727272727272727
5913.46043165467626-2.46043165467626
6023.46043165467626-1.46043165467626
6153.460431654676261.53956834532374
6243.460431654676260.539568345323741
6343.460431654676260.539568345323741
6433.46043165467626-0.460431654676259
6543.460431654676260.539568345323741
6643.460431654676260.539568345323741
6722.72727272727273-0.727272727272727
6833.46043165467626-0.460431654676259
6942.727272727272731.27272727272727
7033.46043165467626-0.460431654676259
7122.72727272727273-0.727272727272727
7242.727272727272731.27272727272727
7343.460431654676260.539568345323741
7432.727272727272730.272727272727273
7553.460431654676261.53956834532374
7612.72727272727273-1.72727272727273
7733.46043165467626-0.460431654676259
7833.46043165467626-0.460431654676259
7953.460431654676261.53956834532374
8023.46043165467626-1.46043165467626
8132.727272727272730.272727272727273
8233.46043165467626-0.460431654676259
8343.460431654676260.539568345323741
8423.46043165467626-1.46043165467626
8543.460431654676260.539568345323741
8632.727272727272730.272727272727273
8732.727272727272730.272727272727273
8833.46043165467626-0.460431654676259
8923.46043165467626-1.46043165467626
9033.46043165467626-0.460431654676259
9122.72727272727273-0.727272727272727
9242.727272727272731.27272727272727
9343.460431654676260.539568345323741
9423.46043165467626-1.46043165467626
9512.72727272727273-1.72727272727273
9652.727272727272732.27272727272727
9743.460431654676260.539568345323741
9843.460431654676260.539568345323741
9943.460431654676260.539568345323741
10033.46043165467626-0.460431654676259
10133.46043165467626-0.460431654676259
10212.72727272727273-1.72727272727273
10353.460431654676261.53956834532374
10433.46043165467626-0.460431654676259
10533.46043165467626-0.460431654676259
10622.72727272727273-0.727272727272727
10743.460431654676260.539568345323741
10842.727272727272731.27272727272727
10933.46043165467626-0.460431654676259
11042.727272727272731.27272727272727
11143.460431654676260.539568345323741
11222.72727272727273-0.727272727272727
11332.727272727272730.272727272727273
11433.46043165467626-0.460431654676259
11533.46043165467626-0.460431654676259
11643.460431654676260.539568345323741
11752.727272727272732.27272727272727
11833.46043165467626-0.460431654676259
11933.46043165467626-0.460431654676259
12022.72727272727273-0.727272727272727
12133.46043165467626-0.460431654676259
12212.72727272727273-1.72727272727273
12343.460431654676260.539568345323741
12443.460431654676260.539568345323741
12542.727272727272731.27272727272727
12633.46043165467626-0.460431654676259
12753.460431654676261.53956834532374
12823.46043165467626-1.46043165467626
12923.46043165467626-1.46043165467626
13033.46043165467626-0.460431654676259
13132.727272727272730.272727272727273
13223.46043165467626-1.46043165467626
13313.46043165467626-2.46043165467626
13432.727272727272730.272727272727273
13553.460431654676261.53956834532374
13643.460431654676260.539568345323741
13743.460431654676260.539568345323741
13843.460431654676260.539568345323741
13933.46043165467626-0.460431654676259
14052.727272727272732.27272727272727
14133.46043165467626-0.460431654676259
14232.727272727272730.272727272727273
14332.727272727272730.272727272727273
14433.46043165467626-0.460431654676259
14543.460431654676260.539568345323741
14622.72727272727273-0.727272727272727
14722.72727272727273-0.727272727272727
14842.727272727272731.27272727272727
14932.727272727272730.272727272727273
15033.46043165467626-0.460431654676259
15122.72727272727273-0.727272727272727
15233.46043165467626-0.460431654676259
15333.46043165467626-0.460431654676259
15443.460431654676260.539568345323741
15512.72727272727273-1.72727272727273
15613.46043165467626-2.46043165467626
15753.460431654676261.53956834532374
15843.460431654676260.539568345323741
15933.46043165467626-0.460431654676259
16033.46043165467626-0.460431654676259
16143.460431654676260.539568345323741
16233.46043165467626-0.460431654676259
16322.72727272727273-0.727272727272727
16412.72727272727273-1.72727272727273
16512.72727272727273-1.72727272727273
16653.460431654676261.53956834532374
16743.460431654676260.539568345323741
16833.46043165467626-0.460431654676259
16943.460431654676260.539568345323741
17053.460431654676261.53956834532374
17143.460431654676260.539568345323741
17242.727272727272731.27272727272727
17323.46043165467626-1.46043165467626
17433.46043165467626-0.460431654676259
17543.460431654676260.539568345323741
17633.46043165467626-0.460431654676259
17743.460431654676260.539568345323741
17833.46043165467626-0.460431654676259
17943.460431654676260.539568345323741
18012.72727272727273-1.72727272727273
18123.46043165467626-1.46043165467626
18233.46043165467626-0.460431654676259
18333.46043165467626-0.460431654676259
18453.460431654676261.53956834532374
18543.460431654676260.539568345323741
18633.46043165467626-0.460431654676259
18733.46043165467626-0.460431654676259
18832.727272727272730.272727272727273
18933.46043165467626-0.460431654676259
19043.460431654676260.539568345323741
19133.46043165467626-0.460431654676259
19222.72727272727273-0.727272727272727
19342.727272727272731.27272727272727
19423.46043165467626-1.46043165467626
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/2jhql1293198134.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/2jhql1293198134.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/3cqq61293198134.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/3cqq61293198134.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/44ip91293198134.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931980458le5utnezz9mmxf/44ip91293198134.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 1 ; par2 = none ; par3 = 3 ; par4 = no ;
 
R code (references can be found in the software module):
library(party)
library(Hmisc)
par1 <- as.numeric(par1)
par3 <- as.numeric(par3)
x <- data.frame(t(y))
is.data.frame(x)
x <- x[!is.na(x[,par1]),]
k <- length(x[1,])
n <- length(x[,1])
colnames(x)[par1]
x[,par1]
if (par2 == 'kmeans') {
cl <- kmeans(x[,par1], par3)
print(cl)
clm <- matrix(cbind(cl$centers,1:par3),ncol=2)
clm <- clm[sort.list(clm[,1]),]
for (i in 1:par3) {
cl$cluster[cl$cluster==clm[i,2]] <- paste('C',i,sep='')
}
cl$cluster <- as.factor(cl$cluster)
print(cl$cluster)
x[,par1] <- cl$cluster
}
if (par2 == 'quantiles') {
x[,par1] <- cut2(x[,par1],g=par3)
}
if (par2 == 'hclust') {
hc <- hclust(dist(x[,par1])^2, 'cen')
print(hc)
memb <- cutree(hc, k = par3)
dum <- c(mean(x[memb==1,par1]))
for (i in 2:par3) {
dum <- c(dum, mean(x[memb==i,par1]))
}
hcm <- matrix(cbind(dum,1:par3),ncol=2)
hcm <- hcm[sort.list(hcm[,1]),]
for (i in 1:par3) {
memb[memb==hcm[i,2]] <- paste('C',i,sep='')
}
memb <- as.factor(memb)
print(memb)
x[,par1] <- memb
}
if (par2=='equal') {
ed <- cut(as.numeric(x[,par1]),par3,labels=paste('C',1:par3,sep=''))
x[,par1] <- as.factor(ed)
}
table(x[,par1])
colnames(x)
colnames(x)[par1]
x[,par1]
if (par2 == 'none') {
m <- ctree(as.formula(paste(colnames(x)[par1],' ~ .',sep='')),data = x)
}
load(file='createtable')
if (par2 != 'none') {
m <- ctree(as.formula(paste('as.factor(',colnames(x)[par1],') ~ .',sep='')),data = x)
if (par4=='yes') {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'10-Fold Cross Validation',3+2*par3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'',1,TRUE)
a<-table.element(a,'Prediction (training)',par3+1,TRUE)
a<-table.element(a,'Prediction (testing)',par3+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Actual',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,paste('C',jjj,sep=''),1,TRUE)
a<-table.element(a,'CV',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,paste('C',jjj,sep=''),1,TRUE)
a<-table.element(a,'CV',1,TRUE)
a<-table.row.end(a)
for (i in 1:10) {
ind <- sample(2, nrow(x), replace=T, prob=c(0.9,0.1))
m.ct <- ctree(as.formula(paste('as.factor(',colnames(x)[par1],') ~ .',sep='')),data =x[ind==1,])
if (i==1) {
m.ct.i.pred <- predict(m.ct, newdata=x[ind==1,])
m.ct.i.actu <- x[ind==1,par1]
m.ct.x.pred <- predict(m.ct, newdata=x[ind==2,])
m.ct.x.actu <- x[ind==2,par1]
} else {
m.ct.i.pred <- c(m.ct.i.pred,predict(m.ct, newdata=x[ind==1,]))
m.ct.i.actu <- c(m.ct.i.actu,x[ind==1,par1])
m.ct.x.pred <- c(m.ct.x.pred,predict(m.ct, newdata=x[ind==2,]))
m.ct.x.actu <- c(m.ct.x.actu,x[ind==2,par1])
}
}
print(m.ct.i.tab <- table(m.ct.i.actu,m.ct.i.pred))
numer <- 0
for (i in 1:par3) {
print(m.ct.i.tab[i,i] / sum(m.ct.i.tab[i,]))
numer <- numer + m.ct.i.tab[i,i]
}
print(m.ct.i.cp <- numer / sum(m.ct.i.tab))
print(m.ct.x.tab <- table(m.ct.x.actu,m.ct.x.pred))
numer <- 0
for (i in 1:par3) {
print(m.ct.x.tab[i,i] / sum(m.ct.x.tab[i,]))
numer <- numer + m.ct.x.tab[i,i]
}
print(m.ct.x.cp <- numer / sum(m.ct.x.tab))
for (i in 1:par3) {
a<-table.row.start(a)
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
for (jjj in 1:par3) a<-table.element(a,m.ct.i.tab[i,jjj])
a<-table.element(a,round(m.ct.i.tab[i,i]/sum(m.ct.i.tab[i,]),4))
for (jjj in 1:par3) a<-table.element(a,m.ct.x.tab[i,jjj])
a<-table.element(a,round(m.ct.x.tab[i,i]/sum(m.ct.x.tab[i,]),4))
a<-table.row.end(a)
}
a<-table.row.start(a)
a<-table.element(a,'Overall',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,'-')
a<-table.element(a,round(m.ct.i.cp,4))
for (jjj in 1:par3) a<-table.element(a,'-')
a<-table.element(a,round(m.ct.x.cp,4))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
}
}
m
bitmap(file='test1.png')
plot(m)
dev.off()
bitmap(file='test1a.png')
plot(x[,par1] ~ as.factor(where(m)),main='Response by Terminal Node',xlab='Terminal Node',ylab='Response')
dev.off()
if (par2 == 'none') {
forec <- predict(m)
result <- as.data.frame(cbind(x[,par1],forec,x[,par1]-forec))
colnames(result) <- c('Actuals','Forecasts','Residuals')
print(result)
}
if (par2 != 'none') {
print(cbind(as.factor(x[,par1]),predict(m)))
myt <- table(as.factor(x[,par1]),predict(m))
print(myt)
}
bitmap(file='test2.png')
if(par2=='none') {
op <- par(mfrow=c(2,2))
plot(density(result$Actuals),main='Kernel Density Plot of Actuals')
plot(density(result$Residuals),main='Kernel Density Plot of Residuals')
plot(result$Forecasts,result$Actuals,main='Actuals versus Predictions',xlab='Predictions',ylab='Actuals')
plot(density(result$Forecasts),main='Kernel Density Plot of Predictions')
par(op)
}
if(par2!='none') {
plot(myt,main='Confusion Matrix',xlab='Actual',ylab='Predicted')
}
dev.off()
if (par2 == 'none') {
detcoef <- cor(result$Forecasts,result$Actuals)
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goodness of Fit',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Correlation',1,TRUE)
a<-table.element(a,round(detcoef,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'R-squared',1,TRUE)
a<-table.element(a,round(detcoef*detcoef,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'RMSE',1,TRUE)
a<-table.element(a,round(sqrt(mean((result$Residuals)^2)),4))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Actuals, Predictions, and Residuals',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'#',header=TRUE)
a<-table.element(a,'Actuals',header=TRUE)
a<-table.element(a,'Forecasts',header=TRUE)
a<-table.element(a,'Residuals',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(result$Actuals)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,result$Actuals[i])
a<-table.element(a,result$Forecasts[i])
a<-table.element(a,result$Residuals[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
}
if (par2 != 'none') {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Confusion Matrix (predicted in columns / actuals in rows)',par3+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'',1,TRUE)
for (i in 1:par3) {
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
}
a<-table.row.end(a)
for (i in 1:par3) {
a<-table.row.start(a)
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
for (j in 1:par3) {
a<-table.element(a,myt[i,j])
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
}
 





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